2692 search results for "Twitter"

Code Optimization: One R Problem, Ten Solutions – Now Eleven!

November 1, 2011
By
Code Optimization: One R Problem, Ten Solutions – Now Eleven!

Earlier this year I came across a rather interesting page about optimisation in R from rwiki. The goal was to find the most efficient code to produce strings which follow the pattern below given a single integer input n: From this we can see that the general pattern for n is: It is rather heart

Read more »

Minimizing Downside Risk

November 1, 2011
By
Minimizing Downside Risk

In the Maximum Loss and Mean-Absolute Deviation risk measures, and Expected shortfall (CVaR) and Conditional Drawdown at Risk (CDaR) posts I started the discussion about alternative risk measures we can use to construct efficient frontier. Another alternative risk measure I want to discuss is Downside Risk. In the traditional mean-variance optimization both returns above and

Read more »

How Might Data Journalists Show Their Working? Sweave

November 1, 2011
By
How Might Data Journalists Show Their Working? Sweave

If part of the role of data journalism is to make transparent the justification behind claims that are, or aren’t, backed up by data, there’s good reason to suppose that the journalists should be able to back up their own data-based claims with evidence about how they made use of the data. Posting links to

Read more »

Plotting grouped data vs time with error bars in R

October 31, 2011
By
Plotting grouped data vs time with error bars in R

This is my first blog since joining R-bloggers. I’m quite excited to be part of this group and apologize if I bore any experienced R users with my basic blogs for learning R or offend programmers with my inefficient, sloppy … Continue reading →

Read more »

Power Tools for Aspiring Data Journalists: R

October 31, 2011
By
Power Tools for Aspiring Data Journalists: R

Picking up on Paul Bradshaw’s post A quick exercise for aspiring data journalists which hints at how you can use Google Spreadsheets to grab – and explore – a mortality dataset highlighted by Ben Goldacre in DIY statistical analysis: experience the thrill of touching real data, I thought I’d describe a quick way of analysing

Read more »

Sampling for Monte Carlo simulations with R

October 31, 2011
By
Sampling for Monte Carlo simulations with R

I've knocked together a quick function for generating efficient Monte Carlo samples. It takes a bit of the legwork out of running Monte Carlo simulations.

Read more »

Bayesian ideas and data analysis

October 30, 2011
By
Bayesian ideas and data analysis

Here is another Bayesian textbook that appeared recently. I read it in the past few days and, despite my obvious biases and prejudices, I liked it very much! It has a lot in common (at least in spirit) with our Bayesian Core, which may explain why I feel so benevolent towards Bayesian ideas and

Read more »

Dennis Ritchie 1941-2011

October 28, 2011
By
Dennis Ritchie 1941-2011

I just got the “news” that Dennis Ritchie died, although this happened on October 12… The announcement was surprisingly missing from my information channels and certainly got little media coverage, compared with Steve Jobs‘ demise. (I did miss the obituaries in the New York Times and in the Guardian. The Economist has the most appropriate

Read more »

Copulas made easy

October 28, 2011
By
Copulas made easy

Everyday, a poor soul tries to understand copulas by reading the corresponding Wikipedia page, and gives up in despair. The incomprehensible mess that one finds there gives the impression that copulas are about as accessible as tensor theory, which is a shame, because they are actually a very nice tool. The only prerequisite is knowing

Read more »

The Most Diversified or The Least Correlated Efficient Frontier

October 27, 2011
By
The Most Diversified or The Least Correlated Efficient Frontier

The “Minimum Correlation Algorithm” is a term I stumbled at the CSS Analytics blog. This is an Interesting Risk Measure that in my interpretation means: minimizing Average Portfolio Correlation with each Asset Class for a given level of return. One might try to use Correlation instead of Covariance matrix in mean-variance optimization, but this approach,

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)